Anic Equity

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Total return since start: 0.683 %

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Equity now: -----------------------------> 51404.41 Kr

Max Equity ever reached: ------------> 51944.38 Kr

Portfolio value: --------------------------> 48205.35 Kr

PnL: ---------------------------------------> -882.22 Kr

DD now: ---------------------------------> -1.04 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-02-01 09:07:44.861776'

Anic Portfolio

Today

Return: -0.455 %

This Week

Return: 8.158 %

Total

Return: 68.285 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	54	-1.420000	3375.000000	195.000000	6.130000	3180.000006
HMS Networks	2	0.670000	783.600000	110.600000	16.430000	673.000000
Nordea Bank Abp	29	0.210000	3539.160000	85.160000	2.470000	3453.999992
SAAB B	8	0.560000	3436.000000	59.000000	1.750000	3377.000000
HEBA B	70	0.390000	2684.500000	48.500000	1.840000	2636.000010
MedCap	2	0.000000	463.000000	42.000000	9.980000	421.000000
Resurs Holding	22	0.320000	613.360000	39.360000	6.860000	573.999998
Swedbank A	3	-0.050000	600.900000	36.900000	6.540000	564.000000
AcadeMedia	12	0.370000	593.520000	36.520000	6.560000	557.000004
Samhällsbyggnadsbo. i Norden B	20	2.340000	388.800000	33.800000	9.520000	355.000000
Norva24 Group	16	0.000000	576.000000	33.000000	6.080000	543.000000
Fasadgruppen Group	38	0.000000	4164.800000	23.800000	0.570000	4140.999992
Intrum	4	1.150000	545.600000	18.600000	3.530000	527.000000
OEM International B	7	-0.390000	540.400000	12.400000	2.350000	527.999997
Fastighetsbolag. Emilshus Pref	21	0.180000	573.300000	11.300000	2.010000	562.000005
Eastnine	4	0.160000	501.600000	10.600000	2.160000	491.000000
Samhällsbyggnadsbo. i Norden D	12	0.580000	248.640000	2.640000	1.070000	246.000000
Securitas B	6	0.080000	572.520000	2.520000	0.440000	570.000000
Coor Service Management Hold.	8	0.070000	534.400000	2.400000	0.450000	532.000000
Karnov Group	9	-0.330000	538.200000	2.200000	0.410000	536.000004
Creaspac SPAC	6	-0.210000	577.800000	0.800000	0.140000	577.000002
Handelsbanken A	5	-0.410000	542.000000	-4.000000	-0.730000	546.000000
Corem Property Group B	59	1.520000	572.300000	-4.700000	-0.810000	576.999999
Midsona B	63	0.000000	575.190000	-7.810000	-1.340000	582.999984
Boozt	12	0.740000	1642.800000	-11.200000	-0.680000	1653.999996
Sampo Oyj SDB	7	0.180000	3829.000000	-21.000000	-0.550000	3850.000000
International Petroleum Corp.	5	0.440000	565.000000	-29.570000	-4.970000	594.565215
CTEK	13	0.030000	499.980000	-34.020000	-6.370000	533.999999
Essity B	2	-1.100000	539.400000	-34.600000	-6.030000	574.000000
Vivesto	1368	0.000000	560.880000	-52.120000	-8.500000	612.999432
Essity A	4	-0.730000	1084.000000	-65.000000	-5.660000	1149.000000
Beijer Electronics Group	27	-1.080000	2970.000000	-114.000000	-3.700000	3083.999994
OX2	22	1.620000	1798.500000	-190.500000	-9.580000	1989.000002
Axfood	15	-5.090000	3828.000000	-472.000000	-10.980000	4300.000005
Ovzon	64	-1.510000	3347.200000	-648.800000	-16.240000	3996.000000
TOTAL			48205.350000	-882.220000	-1.03952%	49087.564636

Updated:

'2023-02-01 09:07:57.610035'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.